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金瑞期货 Jinrui Futures
关于做好2024年春节期间市场风险控制工作的通知
来源:金瑞期货 阅读:1000 日期:2024-02-06

尊敬的客户

根据期货交易所2024年春节期间有关工作安排,29日至218日休市,28日当晚不进行夜盘交易,219日所有商品期货及期权合约集合竞价时间为08:55-09:00,当晚恢复夜盘交易。

根据近期市场波动情况及交易所节期间风险管理措施有关规定,公司研究决定自202426日结算时起对相关品种各合约公司最低保证金标准进行调整2月7日结算时起对相关品种各合约交易所最低保证金标准进行调整(详见附件)。

根据上海期货交易所及上海国际能源交易中心工作安排,219恢复交易后,自第一个未出现单边市的交易日收盘结算时,所有品种期货各合约的交易保证金标准和涨跌停板幅度恢复至原有水平。

根据大连商品交易所工作安排,219日恢复交易后,在各品种持仓量最大的合约未出现涨跌停板单边无连续报价的第一个交易日结算时起,将黄大豆1号、黄大豆2号、玉米和鸡蛋品种期货合约投机交易保证金标准调整为7%,涨跌停板幅度和套期保值交易保证金标准恢复至原有水平;将粳米品种期货合约套期保值交易保证金标准调整为6%,涨跌停板幅度和投机交易保证金标准恢复至原有标准;将铁矿石、焦炭、焦煤、豆粕、豆油、棕榈油、玉米淀粉、生猪、聚乙烯、聚丙烯、聚氯乙烯、乙二醇、苯乙烯和液化石油气品种期货合约涨跌停板幅度和交易保证金标准恢复至原有水平;其他品种期货合约涨跌停板幅度和交易保证金标准维持不变。

根据郑州商品交易所工作安排,219日恢复交易后,自品种持仓量最大的合约未出现涨跌停板单边市的第一个交易日结算时起,菜粕、菜油期货合约的交易保证金标准为7%,涨跌停板幅度为6%;硅铁、锰硅期货合约的交易保证金标准为9%,涨跌停板幅度为8%;其他品种期货合约的交易保证金标准和涨跌停板幅度恢复至原有水平

根据广州商品交易所工作安排,2月19日恢复交易后,在各品种期货持仓量最大的合约未出现涨跌停板单边无连续报价的第一个交易日结算时起,工业硅期货合约涨跌停板幅度调整为6%,投机交易保证金标准调整为8%,套期保值交易保证金标准调整为7%;碳酸锂期货合约涨跌停板幅度调整为10%,投机交易保证金标准调整为12%,套期保值交易保证金标准调整为11%

如遇上述涨跌停板幅度、交易保证金标准与现行执行的涨跌停板幅度、交易保证金标准不同时,则按两者中幅度大、标准高的执行。

请密切关注您账户的资金及持仓状况,调整持仓结构,务必做好仓位控制和资金安排,切实做好风险防范工作,谨慎运作,理性投资。

特此通知。

金瑞期货股份有限公司

202426

 

 

 

 

 

 

附件:最低保证金标准调整表

 

交易所

合约

长假前
(交易保证金标准
/公司保证金标准
/涨跌停板幅度)

长假期间
(交易保证金标准
/公司保证金标准
/涨跌停板幅度)

长假后
(交易保证金标准
/公司保证金标准
/涨跌停板幅度)

上期所


cu

8%/16%/6%

10%/20%/8%

8%/16%/6%


al

8%/14%/6%

10%/18%/8%

8%/14%/6%


zn

8%/14%/6%

10%/18%/8%

8%/14%/6%


pb

8%/14%/6%

10%/18%/8%

8%/14%/6%


ni

12%/18%/10%

15%/23%/13%

12%/18%/10%


sn

12%/18%/10%

15%/23%/13%

12%/18%/10%

氧化铝
ao

9%/15%/7%

12%/20%/10%

9%/15%/7%

黄金
au

8%/15%/6%

10%/19%/8%

8%/15%/6%

白银
ag

9%/15%/7%

11%/19%/9%

9%/15%/7%

螺纹钢
rb

7%/13%/5%

9%/17%/7%

7%/13%/5%

线材
wr

9%/15%/7%

11%/17%/9%

9%/15%/7%

热轧卷板
hc

7%/13%/5%

9%/17%/7%

7%/13%/5%

不锈钢
ss

7%/12%/5%

9%/16%/7%

7%/12%/5%

燃料油
fu

10%/16%/8%

13%/21%/11%

10%/16%/8%

石油沥青
bu

10%/16%/8%

13%/21%/11%

10%/16%/8%

丁二烯橡胶
br

12%/18%/10%

14%/22%/12%

12%/18%/10%

天然橡胶
ru

8%/14%/6%

11%/19%/9%

8%/14%/6%

纸浆
sp

8%/13%/6%

11%/18%/9%

8%/13%/6%

能源中心

国际铜
bc

8%/16%/6%

10%/20%/8%

8%/16%/6%

原油
sc

10%/16%/8%

13%/21%/11%

10%/16%/8%

低硫燃料油
lu

10%/16%/8%

13%/21%/11%

10%/16%/8%

20号胶
nr

8%/14%/6%

11%/19%/9%

8%/14%/6%

EC2404

22%/48%/20%

27%/53%/25%

22%/48%/20%

EC2406

22%/48%/20%

27%/53%/25%

22%/48%/20%

EC2408

22%/45%/20%

27%/50%/25%

22%/45%/20%

EC2410

22%/45%/20%

27%/50%/25%

22%/45%/20%

EC2412

22%/45%/20%

27%/50%/25%

22%/45%/20%

郑商所

硅铁
SF

12%/18%/10%

12%/18%/10%

9%/15%/8%

锰硅
SM

12%/18%/10%

12%/18%/10%

9%/15%/8%

菜粕
RM

9%/14%/8%

10%/16%/9%

7%/12%/6%

菜油
OI

9%/14%/8%

10%/16%/9%

7%/12%/6%

短纤
PF

8%/12%/7%

10%/15%/9%

8%/12%/7%

甲醇
MA

8%/16%/7%

10%/19%/9%

8%/16%/7%

尿素
UR

8%/13%/7%
(尿素2402合约为20%/25%/9%,尿素2403-2405合约为11%/16%/9%)

11%/17%/9%

(尿素2402合约为20%/25%/9%)

8%/13%/7%
(尿素2402合约为20%/25%/9%,尿素2403-2405合约为11%/16%/9%)

棉花
CF

7%/13%/6%
(棉花2403及2405合约为9%/15%/8%)

10%/17%/9%

7%/13%/6%
(棉花2403及2405合约为9%/15%/8%)

棉纱
CY

7%/13%/6%

10%/17%/9%

7%/13%/6%

白糖
SR

7%/12%/6%

10%/16%/9%

7%/12%/6%

精对苯二甲酸
PTA

7%/13%/6%

10%/17%/9%

7%/13%/6%

大商所

铁矿石
i

15%/22%/11%

17%/25%/13%

15%/22%/11%

焦炭
j

20%/26%/8%

20%/26%/11%

20%/26%/8%

焦煤
jm

20%/26%/8%

20%/26%/11%

20%/26%/8%

黄大豆1号
a

8%/12%/6%

10%/15%/8%

7%/11%/6%

黄大豆2号
b

8%/13%/6%

10%/16%/8%

7%/12%/6%

豆粕
m

7%/12%/6%

10%/16%/8%

7%/12%/6%

豆油
y

7%/14%/6%

10%/18%/8%

7%/14%/6%

棕榈油
p

8%/15%/7%

11%/19%/9%

8%/15%/7%

玉米
c

8%/11%/6%

9%/13%/7%

7%/10%/6%

玉米淀粉
cs

6%/9%/5%

8%/12%/6%

6%/9%/5%

粳米
rr

6%/9%/5%

8%/12%/6%

6%/9%/5%

鸡蛋
jd

8%/12%/6%

10%/15%/8%

7%/11%/6%

生猪
lh

8%/12%/6%

10%/16%/8%

8%/12%/6%

聚乙烯
l

7%/12%/6%

10%/16%/8%

7%/12%/6%

聚丙烯
pp

7%/13%/6%

10%/17%/8%

7%/13%/6%

聚氯乙烯
v

7%/13%/6%

10%/17%/8%

7%/13%/6%

乙二醇
eg

8%/14%/7%

11%/18%/9%

8%/14%/7%

苯乙烯
eb

8%/14%/7%

11%/18%/9%

8%/14%/7%

液化石油气
pg

8%/15%/7%

11%/19%/9%

8%/15%/7%

广期所

工业硅
si

9%/15%/7%

11%/19%/9%

8%/14%/6%

碳酸锂
lc

14%/24%/13%

16%/28%/15%

12%/22%/10%

 

交易所

合约

长假前
(交易保证金系数
/公司保证金系数

长假期间
(交易保证金系数
/公司保证金系数

长假后
(交易保证金系数
/公司保证金系数

中金所

沪深300股指期权

12%/15%

12%/17%

12%/16%

中证1000股指期权

12%/15%

12%/17%

12%/16%

上证50股指期权

12%/15%

12%/17%

12%/16%

 

注:

1、红色字体表示放假期间和放假后发生调整变化的指标;

2、表中为投机持仓保证金标准,大商所套保持仓保证金标准以交易所公布为准,公司套保持仓保证金标准上浮比例与投机持仓一致。